Extracted algorithm research record
OrderFlow-Scalper
Real-time order flow scalping system using tick-level data, footprint charts, delta analysis, volume profile, and DOM data.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
Claim warnings
- VERY THIN SAMPLE: 8 trades. Performance figures over so few trades are indistinguishable from luck.
- UNDATED CLAIM: performance figures are published with no test period, so they cannot be checked or reproduced.
Recorded market & execution profile
- Recorded markets
- BTCUSDm
- Recorded timeframes
- M1, M5, D1
- Recorded sessions
- London open 02:00-05:00 EST, NY open 08:30-11:00 EST
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- Key Level
- Order Flow Signal
- Volume Profile Context
- Cumulative Delta
- Tape/DOM
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Scale-out exits
- Trailing stops
- Emergency close
Recorded filters
- Risk per trade 1%
- Daily loss limit 3%
- Consecutive loss limit 3
- Min R:R ratio 1.5:1
- Killzone enforcement during London and NY open
- Dead zone avoidance 12:00-14:00 EST
- Stop loss
- 4 ticks beyond absorption zone
- Take profit
- TP1: 6 ticks, TP2: 10 ticks, TP3: 16 ticks
- Position sizing
- 1% of account
Questions about this record
What entry rules are recorded for OrderFlow-Scalper?
Long: Key Level Order Flow Signal Volume Profile Context Cumulative Delta Tape/DOM Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: BTCUSDm. Timeframes: M1, M5, D1. These are source-recorded labels, not verified execution behavior.